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EALT vs. APRQ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EALT vs. APRQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Innovator Premium Income 40 Barrier ETF - April (APRQ). The values are adjusted to include any dividend payments, if applicable.

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EALT vs. APRQ - Yearly Performance Comparison


Returns By Period


EALT

1D
0.21%
1M
-5.54%
YTD
-4.82%
6M
-2.78%
1Y
9.26%
3Y*
5Y*
10Y*

APRQ

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EALT vs. APRQ - Expense Ratio Comparison

EALT has a 0.69% expense ratio, which is lower than APRQ's 0.79% expense ratio.


Return for Risk

EALT vs. APRQ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EALT
EALT Risk / Return Rank: 4646
Overall Rank
EALT Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EALT Sortino Ratio Rank: 4343
Sortino Ratio Rank
EALT Omega Ratio Rank: 4747
Omega Ratio Rank
EALT Calmar Ratio Rank: 4444
Calmar Ratio Rank
EALT Martin Ratio Rank: 5252
Martin Ratio Rank

APRQ
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EALT vs. APRQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Equity 5 To 15 Buffer ETF - Quarterly (EALT) and Innovator Premium Income 40 Barrier ETF - April (APRQ). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


EALTAPRQDifference

Sharpe ratio

Return per unit of total volatility

0.79

Sortino ratio

Return per unit of downside risk

1.19

Omega ratio

Gain probability vs. loss probability

1.18

Calmar ratio

Return relative to maximum drawdown

1.13

Martin ratio

Return relative to average drawdown

5.12

EALT vs. APRQ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EALTAPRQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.79

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

Dividends

EALT vs. APRQ - Dividend Comparison

Neither EALT nor APRQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EALT vs. APRQ - Drawdown Comparison

The maximum EALT drawdown since its inception was -14.76%, which is greater than APRQ's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EALT and APRQ.


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Drawdown Indicators


EALTAPRQDifference

Max Drawdown

Largest peak-to-trough decline

-14.76%

0.00%

-14.76%

Max Drawdown (1Y)

Largest decline over 1 year

-8.01%

Current Drawdown

Current decline from peak

-6.46%

0.00%

-6.46%

Average Drawdown

Average peak-to-trough decline

-1.60%

0.00%

-1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.78%

Volatility

EALT vs. APRQ - Volatility Comparison


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Volatility by Period


EALTAPRQDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

6.49%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

0.00%

+11.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.36%

0.00%

+10.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.36%

0.00%

+10.36%